If you live in the city, you're subject to local ordinances governing the kind of heaters you're allowed to have in your home. Many municipalities have banned the use of kerosene heaters, and if you're an apartment dweller you probably won't be installing a wood stove. That leaves the option of a generator to run electric heaters or a propane heater. If those are your only two options, I'd advise you to use propane, since most people don't have the room, the noise tolerance or the ability to store the quantity of gasoline needed to get through a month of generator use. When it comes to propane you have some options. If you'd like a dual-purpose solution, you can get an apartment-sized propane stove and use it for both heat and cooking. If you're frugal and don't live in arctic climes, you can probably get by with a couple of 20-lb propane tanks. You could also use a propane camp heater, though it wouldn't be very efficient in a large area, or you can buy a free-standing propane heater. I still like the idea of the propane stove. Just remember to keep the room ventilated so you don't deplete the available oxygen. We have two Buddy propane heaters that will run on small canisters or larger tanks with an adapter. We also have a motorhome (that goes nowhere but the backyard right now) with a propane heater and an 80 lb. tank.
In the country or in a single-family dwelling, the options for heating open up considerably. You can install a woodstove with cooking grids, a propane stove with a larger outside tank, kerosene heaters for the living quarters and the basement (to keep pipes from freezing), or a generator to provide heat from electric heaters or your furnace. Propane is still a good choice if it's a viable one in your dwelling as it's clean and very efficient. If you have inside storage for firewood, you may want to go that route. Just remember to keep the chimney clean.
At one time I lived in my father's hunting cabin, which was very well ventilated (though not intentionally so) and had the added bonus of being sans public utilities. I had a Fireview woodstove which I used for heat, for keeping hot water on hand, and for occasional cooking. I also had a propane stove for normal cooking and baking which used about two 100-lb. tanks of propane per year. For those days when it was really cold (well below zero with the wind chill) I also lit a 20K BTU Corona kerosene heater to take the frost off the end of the cabin furthest from the woodstove. Rather than waste the firewood supply which needed constant refreshing, I left the Corona going while I was at work, which made it bearable until I could get a roaring fire going in the evening. I never had to worry about available oxygen since it was replenished by the cold air seeping in around the windows!
Fireplaces are romantic but not very efficient for heating, even with an insert. They'll do in a pinch and keep you from freezing to death, but don't plan on making a fireplace your regular heating/cooking source. We do use our fireplace in the winter and it keeps the kitchen, living room, and dining room quite cozy with the blower on.
Check out woodstoves, kerosene heaters, propane heaters, and other alternative heating sources from both online and offline sources. Get some expert advice on what will work best for your situation.